An Algorithm for Sensor Data Uncertainty Quantification

@article{Meech2020AnAF,
  title={An Algorithm for Sensor Data Uncertainty Quantification},
  author={James Timothy Meech and Phillip Stanley-Marbell},
  journal={IEEE Sensors Letters},
  year={2020},
  volume={6},
  pages={1-4}
}
This letter presents an algorithm for reducing measurement uncertainty of one physical quantity when oversampling measurements of two physical quantities with correlated noise. The algorithm assumes that the aleatoric measurement uncertainty in both physical quantities follows a Gaussian distribution and relies on sampling faster than it is possible for the measurand (the true value of the physical quantity that we are trying to measure) to change (due to the system thermal time constant) to… 
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